+541.4%
FICO vs CHD
+196.1%
+345.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +2.2% | +3.6% | -1.4% | +0.9% |
| 30D | +0.1% | +10.4% | -10.3% | -3.6% |
| 3M | -35.2% | +12.2% | -47.3% | -37.9% |
| 6M | -32.4% | +19.9% | -52.3% | -36.6% |
| YTD | -57.4% | +36.4% | -93.8% | -62.0% |
| 1Y | -58.5% | +35.1% | -93.7% | -62.9% |
| 3Y | -28.9% | +29.2% | -58.0% | -36.6% |
| 5Y | +91.7% | +33.4% | +58.3% | +64.5% |
| All | +541.4% | +196.1% | +345.3% | +338.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling